We report the first realization of columnar defects in Co-doped BaFe$_{2}$As$_{2}$ single crystals by heavy-iron irradiation. The columnar defects are confirmed by transmission electron microscopy and their density is about 40 % of the irradiation dose. Magneto-optical imaging and bulk magnetization measurements reveal that the critical current density is strongly enhanced in the irradiated region. We also find that vortex creep rates are strongly suppressed by the columnar defects. We compare the effect of heavy-ion irradiation into Co-doped BaFe$_{2}$As$_{2}$ and cuprate superconductors.